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The Resource An Introduction to Transfer Entropy : Information Flow in Complex Systems

An Introduction to Transfer Entropy : Information Flow in Complex Systems

Label
An Introduction to Transfer Entropy : Information Flow in Complex Systems
Title
An Introduction to Transfer Entropy
Title remainder
Information Flow in Complex Systems
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Subject
Language
eng
Cataloging source
MiAaPQ
Literary form
non fiction
Nature of contents
dictionaries
An Introduction to Transfer Entropy : Information Flow in Complex Systems
Label
An Introduction to Transfer Entropy : Information Flow in Complex Systems
Link
http://libproxy.rpi.edu/login?url=https://ebookcentral.proquest.com/lib/rpi/detail.action?docID=4743985
Publication
Copyright
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Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • Preface -- Contents -- List of Key Ideas -- List of Open Research Questions -- List of Key Results -- Symbols -- Acronyms -- List of Tables -- List of Figures -- 1 Introduction -- 1.1 Information Theory -- 1.2 Complex Systems -- 1.2.1 Cellular Automata -- 1.2.2 Spin Models -- 1.2.3 Oscillators -- 1.2.4 Complex Networks -- 1.2.5 Random Boolean Networks -- 1.2.6 Flocking Behaviour -- 1.3 Information Flow and Causality -- 1.4 Applications -- 1.5 Overview -- 2 Statistical Preliminaries -- 2.1 Set Theory -- 2.2 Discrete Probabilities -- 2.3 Conditional, Independent and Joint Probabilities -- 2.3.1 Conditional Probabilities -- 2.3.2 Independent Probabilities -- 2.3.3 Joint Probabilities -- 2.3.4 Conditional Independence -- 2.3.5 Time-Series Data and Embedding Dimensions -- 2.3.6 Conditional Independence and Markov Processes -- 2.3.7 Vector Autoregression -- 2.4 Statistical Expectations, Moments and Correlations -- 2.5 Probability Distributions -- 2.5.1 Binomial Distribution -- 2.5.2 Poisson Distribution -- 2.5.3 Continuous Probabilities -- 2.5.4 Gaussian Distribution -- 2.5.5 Multivariate Gaussian Distribution -- 2.6 Symmetry and Symmetry Breaking -- 3 Information Theory -- 3.1 Introduction -- 3.2 Basic Ideas -- 3.2.1 Entropy and Information -- 3.2.2 Mutual Information -- 3.2.3 Conditional Mutual Information -- 3.2.4 Kullback-Leibler Divergence -- 3.2.5 Entropy of Continuous Processes -- 3.2.6 Entropy and Kolmogorov Complexity -- 3.2.7 Historical Note: Mutual Information and Communication -- 3.3 Mutual Information and Phase Transitions -- 3.4 Numerical Challenges -- 3.4.1 Calculating Entropy -- 3.4.2 Calculating Mutual Information -- 3.4.3 The Non-stationary Case -- 4 Transfer Entropy -- 4.1 Introduction -- 4.2 Definition of Transfer Entropy -- 4.2.1 Determination of History Lengths -- 4.2.2 Computational Interpretation as Information Transfer
  • 4.2.3 Conditional Transfer Entropy -- 4.2.4 Source-Target Lag -- 4.2.5 Local Transfer Entropy -- 4.3 Transfer Entropy Estimators -- 4.3.2 Symbolic Transfer Entropy -- 4.3.1 KSG Estimation for Transfer Entropy -- 4.3.3 Open-Source Transfer Entropy Software -- 4.4 Relationship with Wiener-Granger Causality -- 4.4.1 Granger Causality Captures Causality as Predictive of Effect -- 4.4.2 Definition of Granger Causality -- 4.4.3 Maximum-Likelihood Estimation of Granger Causality -- 4.4.4 Granger Causality Versus Transfer Entropy -- 4.5 Comparing Transfer Entropy Values -- 4.5.1 Statistical Significance -- 4.5.2 Normalising Transfer Entropy -- 4.6 Information Transfer Density and Phase Transitions -- 4.7 Continuous-Time Processes -- 5 Information Transfer in Canonical Systems -- 5.1 Cellular Automata -- 5.2 Spin Models -- 5.3 Random Boolean Networks -- 5.4 Small-World Networks -- 5.5 Swarming Models -- 5.6 Synchronisation Processes -- 5.7 Summary -- 6 Information Transfer in Financial Markets -- 6.1 Introduction to Financial Markets -- 6.2 Information Theory Applied to Financial Markets -- 6.2.1 Entropy and Economic Diversity: an Early Ecology of Economics -- 6.2.2 Maximum Entropy: Maximum Diversity? -- 6.2.3 Mutual Information: Phase Transitions and Market Crashes -- 6.3 Information Transferred from One Market Index to Another -- 6.4 From Indices to Equities and from Equities to Indices -- 6.4.1 Economics of Beauty Pageants -- 6.5 The Internal Economy and Its Place in the Global Economy -- 7 Miscellaneous Applications of Transfer Entropy -- 7.1 Information Transfer in Physiological Data -- 7.2 Effective Network Inference -- 7.2.1 Standard Pairwise TE Approach for Effective Network Inference -- 7.2.2 Addressing Redundancy and Synergy in the Data -- 7.2.3 Applications of Effective Network Inference -- 7.3 Applications in Neuroscience
  • 7.3.1 TE for Pulse Sequences -- 7.3.2 Direct TE Estimation Between Spiking Neurons -- 7.3.3 TE in Brain Imaging -- 7.4 Information Transfer in Biochemical Networks -- 7.5 Information Transfer in Embodied Cognitive Systems -- 7.6 Information Transfer in Social Media -- 7.7 Summary -- 8 Concluding Remarks -- 8.1 Estimation -- 8.1.1 Non-parametric Estimation -- 8.1.2 Parametric Estimation -- 8.1.3 Non-stationary Systems -- 8.2 Systems with Many Variables -- 8.3 Touching the Void: the Link to Thermodynamics -- References -- Index
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{'f': 'http://opac.lib.rpi.edu/record=b4386571'}
Extent
1 online resource (210 pages)
Form of item
online
Isbn
9783319432229
Media category
computer
Media MARC source
rdamedia
Media type code
c
Sound
unknown sound
Specific material designation
remote

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